If you want to know exactly witch capacitors to use you need to test them as each brand and type filters different frequencies. This is done with expensive equipment. I think Dave have made some videos about this. Usually using multiple capacitors of an order of magnitude value will give the best results.
If you go from 10mF....100uF, 10uf, 1uF, 100nF, 10nF....1pF. you will filter almost anything. But of course in practice having 9+ capacitors to filter a power supply will not be very practical. And will introduce other problems like the initial current spike. So one usually start adding a capacitors one by one looking for the best results. 2 to 4 capacitors will filter the most noise. Adding more will reduce even more but not by a significant amount.